ETOR vs. IVV
ETOR (eToro Group Ltd) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past year, ETOR returned -32.07% vs 22.47% for IVV. At a 0.46 correlation, their price movements are largely independent.
Performance
ETOR vs. IVV - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ETOR having a 11.44% return and IVV slightly lower at 11.28%.
ETOR
- 1D
- -1.63%
- 1M
- 1.64%
- 6M
- 23.81%
- YTD
- 11.44%
- 1Y
- -32.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVV
- 1D
- 0.41%
- 1M
- 2.01%
- 6M
- 9.34%
- YTD
- 11.28%
- 1Y
- 22.47%
- 3Y*
- 21.05%
- 5Y*
- 13.21%
- 10Y*
- 15.26%
ETOR vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ETOR eToro Group Ltd | 11.44% | -49.59% |
IVV iShares Core S&P 500 ETF | 11.28% | 17.23% |
Correlation
The correlation between ETOR and IVV is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | 0.46 |
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Return for Risk
ETOR vs. IVV — Risk / Return Rank
ETOR
IVV
ETOR vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for eToro Group Ltd (ETOR) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETOR | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.28 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.32 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.49 | -3.04 |
| Martin ratioReturn relative to average drawdown | -0.82 | 10.82 | -11.64 |
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Drawdowns
ETOR vs. IVV - Drawdown Comparison
The maximum ETOR drawdown since its inception was -67.41%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ETOR and IVV.
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Drawdown Indicators
| ETOR | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.41% | -55.25% | -12.16% |
Max Drawdown (1Y)Largest decline over 1 year | -61.95% | -8.89% | -53.06% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -48.47% | -0.38% | -48.09% |
Average DrawdownAverage peak-to-trough decline | -43.68% | -10.75% | -32.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.59% | 2.04% | +39.55% |
Volatility
ETOR vs. IVV - Volatility Comparison
eToro Group Ltd (ETOR) has a higher volatility of 12.37% compared to iShares Core S&P 500 ETF (IVV) at 4.59%. This indicates that ETOR's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETOR | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.37% | 4.59% | +7.78% |
Volatility (6M)Calculated over the trailing 6-month period | 36.84% | 10.02% | +26.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.34% | 12.56% | +39.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.10% | 17.00% | +38.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.10% | 18.04% | +37.06% |
Dividends
ETOR vs. IVV - Dividend Comparison
ETOR has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETOR eToro Group Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
ETOR and IVV have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETOR has higher volatility (12.37%) compared to IVV (4.59%). In terms of maximum drawdown, ETOR dropped -67.41% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.76 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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